David Letterman Hub

As you may know, Lady Gaga is the last act performing at NYC's legendary Roseland Ballroom, which is just a skip and a jump away from the theatre where The Late Show is taped.

Last night, David Letterman and Bill Murray brought Gaga onstage where they took a selfie and invited the audience over to Roseland to see two of the numbers she is performing in the final shows there - "G.U.Y." and "Dope".

I feel like some people do, some people don’t. And I don’t really care at this point. I can’t be bothered [laughs]. At this point where I’ve gotten so much pressure, like ridiculous stuff, I don’t care...The headlines and things I’ve gotten for some real serious press. At this point I know that I’m making the music I want to make regardless of how people talk about my music on the Internet. I don’t feel pressure to make anything because of how people talk about me. I don’t feel much changed by the fact that I was called a gay rapper a lot… And there are lots of people who might just only know “Wut” and that’s fine. Just the fact that I have art that’s out there that people are paying attention to and enjoying is rewarding enough for me to not even be thinking about whatever else is going on.

Rachel Maddow joined David Letterman last night to discuss the Christie scandal and the Sochi Olympics. Letterman asked Rachel about the anti-gay laws and what should be done.

Said Letterman:

"I was hoping that everybody would pull out and everybody would say 'This is not right. This is medieval times. We're not going.' ... Vladimir Putin said they would not be targeted. Which to me was like, 'Oh.....thanks'."

Rachel and Dave also take a look at Putin's vast collection of shirtless photos.

Actor Paul Rudd stopped by the Late Show to promote Anchorman 2 and shared his own newsworthy story of witnessing a drag queen fight while on set in Atlanta.

Caught up in the rush to get a better view of the scuffle, Rudd failed to realize that he was still in full Anchorman costume, complete with prop Magnum gun in hand. Needless to say, this led to even more chaos.

Bill Murray arrived to his chat this week with David Letterman as only Bill Murray can. Murray was Letterman's first guest on the show 20 years ago, so a "dazzling" entrance was more than appropriate to celebrate that anniversary.